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Can a Risk-Based Factor Generate Momentum?
Article
Kang, Qiang, Li, Canlin. (2007). Can a Risk-Based Factor Generate Momentum? .
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Kang, Qiang, Li, Canlin. (2007). Can a Risk-Based Factor Generate Momentum? .
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cited authors
Kang, Qiang; Li, Canlin
authors
Kang, Qiang
publication date
March 1, 2007
Research
keywords
Momentum
factor-related component
firm-specific component
stock compositions